+176.4%
VRTX vs ONTO
+258.3%
-81.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.9% | -8.0% | -3.4% |
| 7D | -3.4% | +9.7% | -13.1% | -4.0% |
| 30D | +6.6% | -8.8% | +15.4% | +7.0% |
| 3M | +19.4% | +4.5% | +14.9% | +17.7% |
| 6M | +15.8% | +56.4% | -40.6% | +9.9% |
| YTD | +16.7% | +78.1% | -61.4% | +9.3% |
| 1Y | +33.8% | +171.3% | -137.4% | +20.4% |
| 3Y | +54.2% | +118.7% | -64.5% | +35.1% |
| 5Y | +176.4% | +269.4% | -93.0% | +116.0% |
| All | +176.4% | +258.3% | -81.9% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling